Magnetic nanocomposite Fe2O3/SBA-15/HKUST-1 were synthesized by hydrothermal method and were characterized by XRD, FTIR, Raman, N2 adsorption-desorption, SEM, TEM, XPS, and so on. Results showed that assynthesized nanocomposite displayed an irregular shape structure and the elements of C, Si, O, Fe and Cu were uniformly distributed in the matrix of SBA-15; Prepared sample has a high specific surface area 206.37 m2/g, total pore volume 47.41 cm3/g, pore diameter 7.64 nm and a high saturation magnetization 18.99 emu/g, which can ensure its high adsorption performance and the smoothly recovery under magnetic field. And the adsorption results showed that the magnetic Fe2O3/SBA-15/HKUST-1 has a high adsorption efficiency and adsorption amount on methylene blue in water and CO2, respectively.